+36.9%
RKT vs SPYG
+96.8%
-59.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.1% |
| 7D | -7.2% | -1.8% | -5.4% | -5.9% |
| 30D | -7.9% | -1.9% | -6.0% | -6.3% |
| 3M | +5.2% | +5.2% | 0.0% | +1.7% |
| 6M | -14.9% | +15.6% | -30.5% | -22.5% |
| YTD | -31.9% | +12.4% | -44.3% | -36.8% |
| 1Y | -36.9% | +17.5% | -54.3% | -43.0% |
| All | +36.9% | +96.8% | -59.8% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling